+5,887.0%
CDNS vs SWKS
+8,307.4%
-2,420.4%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +3.5% | -7.5% | -4.7% |
| 7D | -14.0% | +12.5% | -26.5% | -16.0% |
| 30D | -13.2% | +10.5% | -23.7% | -15.0% |
| 3M | -28.9% | -7.4% | -21.5% | -28.2% |
| 6M | -4.2% | +32.7% | -36.8% | -10.2% |
| YTD | -6.4% | +19.2% | -25.5% | -10.7% |
| 1Y | -16.2% | +2.4% | -18.6% | -17.9% |
| 3Y | +20.2% | -25.6% | +45.8% | +22.7% |
| 5Y | +76.6% | -53.4% | +130.1% | +96.0% |
| 10Y | +1,029.7% | +23.2% | +1,006.5% | +949.9% |
| All | +5,887.0% | +8,307.4% | -2,420.4% | +2,723.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SWKS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling